Sr. Director, ALM Production Analytics Lead
5 Days Old
Location Designation: Hybrid - 3 days per week
When you join New York Life, you're joining a company that values career development, collaboration, innovation, and inclusiveness. We want employees to feel proud about being part of a company that is committed to doing the right thing. You'll have the opportunity to grow your career while developing personally and professionally through various resources and programs. New York Life is a relationship-based company and appreciates how both virtual and in-person interactions support our culture.
The ALM & Investment Strategy Team's mission at New York Life is to effectively partner with the business, finance, and asset management teams to research, develop, and implement Investment strategies that help meet business and financial objectives. These goals heavily depend on robust models and data.
We are seeking an experienced and forward-thinking Senior Quantitative Analyst to lead the development and advancement of sophisticated models supporting asset-liability management (ALM) and investment analytics. This role offers the opportunity to drive quantitative innovation at the intersection of insurance liabilities and complex fixed-income investments, with high visibility across investment, actuarial, and finance teams.
What You'll Do:
- Lead the design, development, and refinement of advanced models for projecting and analyzing insurance asset and liability portfolios.
- Drive ALM model strategy and technical architecture, ensuring frameworks are both analytically robust and aligned with evolving business and regulatory needs.
- Develop and calibrate interest rate, credit, and prepayment models to support valuation, risk analysis, and strategic asset allocation.
- Collaborate with senior stakeholders across actuarial, risk, and investment functions to ensure models support enterprise-wide decision-making and capital optimization.
- Conduct original research on emerging methodologies in ALM, financial engineering, and capital markets, with an eye toward innovation and best practices.
- Mentor junior quants and contribute to a culture of quantitative excellence, model governance, and cross-functional collaboration.
- Support platform migration efforts by ensuring models are scalable and performant in next-generation analytic environments.
What You'll Bring:
- Advanced degree (Master's or PhD) in a quantitative discipline such as Financial Engineering, Applied Mathematics, Statistics, or Physics.
- 7+ years of experience in quantitative modeling within ALM, fixed income, or insurance-related fields.
- Deep expertise in fixed-income analytics, including structured products, credit risk, and interest rate modeling.
- Strong understanding of insurance general account liabilities (e.g., life, annuity, institutional), including product behavior and risk drivers.
- Proficiency in Python and SQL required; familiarity with modern analytic platforms (e.g., Beacon, QuantLib, cloud environments) is preferred.
- Demonstrated leadership in cross-functional model development and implementation projects.
- Excellent communication skills and proven ability to influence both technical and non-technical stakeholders.
Recognized as one of Fortune's World's Most Admired Co
Pay Transparency
Salary Range: $137,500-$237,500
Overtime eligible: Exempt
Discretionary bonus eligible: Yes
Sales bonus eligible: No
Actual base salary will be determined based on several factors but not limited to individual's experience, skills, qualifications, and job location. Additionally, employees are eligible for an annual discretionary bonus. In addition to base salary, employees may also be eligible to participate in an incentive program.
Our Benefits
We provide a full package of benefits for employees - and have unique offerings for a modern workforce, including leave programs, adoption assistance, and student loan repayment programs. Based on feedback from our employees, we continue to refine and add benefits to our offering, so that you can flourish both inside and outside of work.Click hereto discover more about our comprehensive benefit options or visit our NYL Benefits Site.
Our Commitment to Inclusion
At New York Life, fostering an inclusive workplace is fundamental to who we are and how we serve our communities. We have a longstanding commitment to creating an environment where individuals can contribute their best and succeed together. This foundation is rooted in our core values of humanity and integrity, ensuring that every employee feels valued and supported. By embracing a broad range of perspectives and experiences, we achieve greater success and fulfill our promise of providing financial security and peace of mind to families across all communities. Click here to learn more about New York Life's leadership in this space.
Recognized as one of Fortune's World's Most Admired Companies, New York Life is committed to improving local communities through a culture of employee giving and volunteerism, supported by the Foundation. We're proud that due to our mutuality, we operate in the best interests of our policy owners. To learn more about career opportunities at New York Life, please visit the Careers page of www.NewYorkLife.com.
Job Requisition ID: 91717
About NY Life Insurance Company
Diversity & Humanity-two values that are deeply rooted in the New York Life culture and have laid the foundation for over 175 years of commitment to our employees, agents, policy owners, and the communities where we live and work. At New York Life you become a valued part of a welcoming, inclusive, and caring culture that has a long-standing legacy in stability and growth. The strength of New York Life revolves around our diversified, multi-dimensional business portfolio that goes beyond life insurance, and we want you to be a part of our legacy.
As a Fortune 100 company and industry leader, we provide an environment where you can explore your career ambitions, offering opportunities to tackle meaningful challenges and stretch your skills while balancing work and life priorities. You will be part of a diverse team guided by our belief to always be there for each other-providing the support and flexibility to grow and reach new heights while making an impact in the lives of others.
You are our future, and we commit to investing in you accordingly.
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Required Legal Notices - All Candidates Please Click Here
- Location:
- New York
